+409.8%
JBL vs RRC
+154.4%
+255.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +4.0% | -1.7% | +5.7% | +4.3% |
| 30D | -7.5% | +3.6% | -11.1% | -8.2% |
| 3M | -14.1% | +8.8% | -22.9% | -15.9% |
| 6M | +25.9% | +0.8% | +25.1% | +24.6% |
| YTD | +36.7% | +19.0% | +17.7% | +30.0% |
| 1Y | +49.0% | +22.9% | +26.1% | +40.0% |
| 3Y | +191.8% | +32.3% | +159.5% | +167.7% |
| 5Y | +409.8% | +151.6% | +258.2% | +309.7% |
| All | +409.8% | +154.4% | +255.4% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling